Asset Allocation with Contagion and Explicit Bankruptcy Procedures

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Mathematical Economics
Volume45
Issue number1-2
Pages (from-to)147-167
Number of pages21
ISSN0304-4068
Publication statusPublished - 2009

ID: 20760853